Underlying Model of Weighted PCA (Principle Component Analysis) Implementation in Matlab

I am trying to formally understand the weighted PCA available in Matlab.

Is there a formal model description somewhere? What is the underlying notion (purpose) of this specific implementation?

Better yet, is the implementation based on a publication (which one)?

Answer 1

[Bernhard Suhm]

You can find more details on our implementation of PCA in doc , including how you can introduce weights, and (near the very bottom) some references.